Browsing by Author "Sánchez López, Emiliano"
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Study and Implementation of some Quantitative Trading Models
Sánchez López, Emiliano (Universitat Politècnica de Catalunya, 2011-06)
Master thesis
Open AccessQuantitative or algorithmic trading is the automatization of investments decisions obeying a xed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of ...